Frederico Caeiro

Finance · 2005–2016

A researcher in the Science corpus: 4 papers; trusts 16 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 30 citations into it; #6,361 of 10,518 by trust here, #7,575 by citations
• Economics and Econometrics — 18 citations into it; #17,955 of 23,481 by trust here, #22,774 by citations
• Statistics and Probability — 10 citations into it; #8,188 of 12,932 by trust here, #7,165 by citations
• Global and Planetary Change — 8 citations into it; #8,569 of 10,225 by trust here, #8,506 by citations

Whom Frederico Caeiro trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. M. Ivette Gomes
2. M. I. Fraga Alves
3. Laurens de Haan
4. Dinis D. Pestana
5. Armelle Guillou
6. Jan Beirlant
7. H. Drees
8. M. J. Martins
9. Liang Peng
10. Jón Dańıelsson

Who trusts Frederico Caeiro overall

1. M. Ivette Gomes
2. Yuri Goegebeur
3. Juan-Juan Cai
4. Dinis D. Pestana
5. Laurens de Haan
6. Armelle Guillou
7. Antoine Schorgen
8. Paul Northrop
9. R. Franke
10. Chen Zhou

Papers from Frederico Caeiro's perspective

Ordered by how strongly the researchers Frederico Caeiro trusts endorse each paper. Same corpus, a different order for every researcher.

1. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
2. A new class of semi-parametric estimators of the second order parameter.
3. An Introduction to Statistical Modeling of Extreme Values
4. How to make a Hill Plot
5. DIRECT REDUCTION OF BIAS OF THE CLASSI- CAL HILL ESTIMATOR ⁄
6. Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields
7. Reduced-Bias Tail Index Estimators Under a Third-Order Framework
8. A diagnostic for selecting the threshold in extreme value analysis
9. “Asymptotically Unbiased” Estimators of the Tail Index Based on External Estimation of the Second Order Parameter
10. On Exponential Representations of Log-Spacings of Extreme Order Statistics

Their papers

• Reduced-Bias Tail Index Estimators Under a Third-Order Framework (2009) — 70 citations
• A new class of estimators of a “scale” second order parameter (2007) — 58 citations
• Threshold Selection in Extreme Value Analysis (2016) — 77 citations
• DIRECT REDUCTION OF BIAS OF THE CLASSI- CAL HILL ESTIMATOR ⁄ (2005) — 166 citations